1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
|
size_t filip_n = 82;
size_t filip_p = 11;
double filip_x[] = { -6.860120914, -4.324130045, -4.358625055,
-4.358426747, -6.955852379, -6.661145254, -6.355462942, -6.118102026,
-7.115148017, -6.815308569, -6.519993057, -6.204119983, -5.853871964,
-6.109523091, -5.79832982, -5.482672118, -5.171791386, -4.851705903,
-4.517126416, -4.143573228, -3.709075441, -3.499489089, -6.300769497,
-5.953504836, -5.642065153, -5.031376979, -4.680685696, -4.329846955,
-3.928486195, -8.56735134, -8.363211311, -8.107682739, -7.823908741,
-7.522878745, -7.218819279, -6.920818754, -6.628932138, -6.323946875,
-5.991399828, -8.781464495, -8.663140179, -8.473531488, -8.247337057,
-7.971428747, -7.676129393, -7.352812702, -7.072065318, -6.774174009,
-6.478861916, -6.159517513, -6.835647144, -6.53165267, -6.224098421,
-5.910094889, -5.598599459, -5.290645224, -4.974284616, -4.64454848,
-4.290560426, -3.885055584, -3.408378962, -3.13200249, -8.726767166,
-8.66695597, -8.511026475, -8.165388579, -7.886056648, -7.588043762,
-7.283412422, -6.995678626, -6.691862621, -6.392544977, -6.067374056,
-6.684029655, -6.378719832, -6.065855188, -5.752272167, -5.132414673,
-4.811352704, -4.098269308, -3.66174277, -3.2644011};
double filip_y[] = { 0.8116, 0.9072, 0.9052, 0.9039, 0.8053, 0.8377,
0.8667, 0.8809, 0.7975, 0.8162, 0.8515, 0.8766, 0.8885, 0.8859,
0.8959, 0.8913, 0.8959, 0.8971, 0.9021, 0.909, 0.9139, 0.9199, 0.8692,
0.8872, 0.89, 0.891, 0.8977, 0.9035, 0.9078, 0.7675, 0.7705, 0.7713,
0.7736, 0.7775, 0.7841, 0.7971, 0.8329, 0.8641, 0.8804, 0.7668,
0.7633, 0.7678, 0.7697, 0.77, 0.7749, 0.7796, 0.7897, 0.8131, 0.8498,
0.8741, 0.8061, 0.846, 0.8751, 0.8856, 0.8919, 0.8934, 0.894, 0.8957,
0.9047, 0.9129, 0.9209, 0.9219, 0.7739, 0.7681, 0.7665, 0.7703,
0.7702, 0.7761, 0.7809, 0.7961, 0.8253, 0.8602, 0.8809, 0.8301,
0.8664, 0.8834, 0.8898, 0.8964, 0.8963, 0.9074, 0.9119, 0.9228 } ;
void
test_filip ()
{
size_t i, j;
{
gsl_multifit_linear_workspace * work =
gsl_multifit_linear_alloc (filip_n, filip_p);
gsl_matrix * X = gsl_matrix_alloc (filip_n, filip_p);
gsl_vector_view y = gsl_vector_view_array (filip_y, filip_n);
gsl_vector * c = gsl_vector_alloc (filip_p);
gsl_matrix * cov = gsl_matrix_alloc (filip_p, filip_p);
gsl_vector_view diag;
double chisq;
double expected_c[11] = { -1467.48961422980,
-2772.17959193342,
-2316.37108160893,
-1127.97394098372,
-354.478233703349,
-75.1242017393757,
-10.8753180355343,
-1.06221498588947,
-0.670191154593408E-01,
-0.246781078275479E-02,
-0.402962525080404E-04 };
double expected_sd[11] = { 298.084530995537,
559.779865474950,
466.477572127796,
227.204274477751,
71.6478660875927,
15.2897178747400,
2.23691159816033,
0.221624321934227,
0.142363763154724E-01,
0.535617408889821E-03,
0.896632837373868E-05 };
double expected_chisq = 0.795851382172941E-03;
for (i = 0 ; i < filip_n; i++)
{
for (j = 0; j < filip_p; j++)
{
gsl_matrix_set(X, i, j, pow(filip_x[i], j));
}
}
gsl_multifit_linear (X, &y.vector, c, cov, &chisq, work);
gsl_test_rel (gsl_vector_get(c,0), expected_c[0], 1e-7, "filip gsl_fit_multilinear c0") ;
gsl_test_rel (gsl_vector_get(c,1), expected_c[1], 1e-7, "filip gsl_fit_multilinear c1") ;
gsl_test_rel (gsl_vector_get(c,2), expected_c[2], 1e-7, "filip gsl_fit_multilinear c2") ;
gsl_test_rel (gsl_vector_get(c,3), expected_c[3], 1e-7, "filip gsl_fit_multilinear c3") ;
gsl_test_rel (gsl_vector_get(c,4), expected_c[4], 1e-7, "filip gsl_fit_multilinear c4") ;
gsl_test_rel (gsl_vector_get(c,5), expected_c[5], 1e-7, "filip gsl_fit_multilinear c5") ;
gsl_test_rel (gsl_vector_get(c,6), expected_c[6], 1e-7, "filip gsl_fit_multilinear c6") ;
gsl_test_rel (gsl_vector_get(c,7), expected_c[7], 1e-7, "filip gsl_fit_multilinear c7") ;
gsl_test_rel (gsl_vector_get(c,8), expected_c[8], 1e-7, "filip gsl_fit_multilinear c8") ;
gsl_test_rel (gsl_vector_get(c,9), expected_c[9], 1e-7, "filip gsl_fit_multilinear c9") ;
gsl_test_rel (gsl_vector_get(c,10), expected_c[10], 1e-7, "filip gsl_fit_multilinear c10") ;
diag = gsl_matrix_diagonal (cov);
gsl_test_rel (gsl_vector_get(&diag.vector,0), pow(expected_sd[0],2.0), 1e-6, "filip gsl_fit_multilinear cov00") ;
gsl_test_rel (gsl_vector_get(&diag.vector,1), pow(expected_sd[1],2.0), 1e-6, "filip gsl_fit_multilinear cov11") ;
gsl_test_rel (gsl_vector_get(&diag.vector,2), pow(expected_sd[2],2.0), 1e-6, "filip gsl_fit_multilinear cov22") ;
gsl_test_rel (gsl_vector_get(&diag.vector,3), pow(expected_sd[3],2.0), 1e-6, "filip gsl_fit_multilinear cov33") ;
gsl_test_rel (gsl_vector_get(&diag.vector,4), pow(expected_sd[4],2.0), 1e-6, "filip gsl_fit_multilinear cov44") ;
gsl_test_rel (gsl_vector_get(&diag.vector,5), pow(expected_sd[5],2.0), 1e-6, "filip gsl_fit_multilinear cov55") ;
gsl_test_rel (gsl_vector_get(&diag.vector,6), pow(expected_sd[6],2.0), 1e-6, "filip gsl_fit_multilinear cov66") ;
gsl_test_rel (gsl_vector_get(&diag.vector,7), pow(expected_sd[7],2.0), 1e-6, "filip gsl_fit_multilinear cov77") ;
gsl_test_rel (gsl_vector_get(&diag.vector,8), pow(expected_sd[8],2.0), 1e-6, "filip gsl_fit_multilinear cov88") ;
gsl_test_rel (gsl_vector_get(&diag.vector,9), pow(expected_sd[9],2.0), 1e-6, "filip gsl_fit_multilinear cov99") ;
gsl_test_rel (gsl_vector_get(&diag.vector,10), pow(expected_sd[10],2.0), 1e-6, "filip gsl_fit_multilinear cov1010") ;
gsl_test_rel (chisq, expected_chisq, 1e-7, "filip gsl_fit_multilinear chisq") ;
gsl_vector_free(c);
gsl_matrix_free(cov);
gsl_matrix_free(X);
gsl_multifit_linear_free (work);
}
{
gsl_multifit_linear_workspace * work =
gsl_multifit_linear_alloc (filip_n, filip_p);
gsl_matrix * X = gsl_matrix_alloc (filip_n, filip_p);
gsl_vector_view y = gsl_vector_view_array (filip_y, filip_n);
gsl_vector * w = gsl_vector_alloc (filip_n);
gsl_vector * c = gsl_vector_alloc (filip_p);
gsl_matrix * cov = gsl_matrix_alloc (filip_p, filip_p);
double chisq;
double expected_c[11] = { -1467.48961422980,
-2772.17959193342,
-2316.37108160893,
-1127.97394098372,
-354.478233703349,
-75.1242017393757,
-10.8753180355343,
-1.06221498588947,
-0.670191154593408E-01,
-0.246781078275479E-02,
-0.402962525080404E-04 };
/* computed using GNU Calc */
double expected_cov[11][11] ={ { 7.9269341767252183262588583867942e9, 1.4880416622254098343441063389706e10, 1.2385811858111487905481427591107e10, 6.0210784406215266653697715794241e9, 1.8936652526181982747116667336389e9, 4.0274900618493109653998118587093e8, 5.8685468011819735806180092394606e7, 5.7873451475721689084330083708901e6, 3.6982719848703747920663262917032e5, 1.3834818802741350637527054170891e4, 2.301758578713219280719633494302e2 },
{ 1.4880416622254098334697515488559e10, 2.7955091668548290835529555438088e10, 2.3286604504243362691678565997033e10, 1.132895006796272983689297219686e10, 3.5657281653312473123348357644683e9, 7.5893300392314445528176646366087e8, 1.1066654886143524811964131660002e8, 1.0921285448484575110763947787775e7, 6.9838139975394769253353547606971e5, 2.6143091775349597218939272614126e4, 4.3523386330348588614289505633539e2 },
{ 1.2385811858111487890788272968677e10, 2.3286604504243362677757802422747e10, 1.9412787917766676553608636489674e10, 9.4516246492862131849077729250098e9, 2.9771226694709917550143152097252e9, 6.3413035086730038062129508949859e8, 9.2536164488309401636559552742339e7, 9.1386304643423333815338760248027e6, 5.8479478338916429826337004060941e5, 2.1905933113294737443808429764554e4, 3.6493161325305557266196635180155e2 },
{ 6.0210784406215266545770691532365e9, 1.1328950067962729823273441573365e10, 9.4516246492862131792040001429636e9, 4.6053152992000107509329772255094e9, 1.4517147860312147098138030287038e9, 3.0944988323328589376402579060072e8, 4.5190223822292688669369522708712e7, 4.4660958693678497534529855690752e6, 2.8599340736122198213681258676423e5, 1.0720394998549386596165641244705e4, 1.7870937745661967319298031044424e2 },
{ 1.8936652526181982701620450132636e9, 3.5657281653312473058825073094524e9, 2.9771226694709917514149924058297e9, 1.451714786031214708936087401632e9, 4.5796563896564815123074920050827e8, 9.7693972414561515534525103622773e7, 1.427717861635658545863942948444e7, 1.4120161287735817621354292900338e6, 9.0484361228623960006818614875557e4, 3.394106783764852373199087455398e3, 5.6617406468519495376287407526295e1 },
{ 4.0274900618493109532650887473599e8, 7.589330039231444534478894935778e8, 6.3413035086730037947153564986653e8, 3.09449883233285893390542947998e8, 9.7693972414561515475770399055121e7, 2.0855726248311948992114244257719e7, 3.0501263034740400533872858749566e6, 3.0187475839310308153394428784224e5, 1.9358204633534233524477930175632e4, 7.2662989867560017077361942813911e2, 1.2129002231061036467607394277965e1 },
{ 5.868546801181973559370854830868e7, 1.1066654886143524778548044386795e8, 9.2536164488309401413296494869777e7, 4.5190223822292688587853853162072e7, 1.4277178616356585441556046753562e7, 3.050126303474040051574715592746e6, 4.4639982579046340884744460329946e5, 4.4212093985989836047285007760238e4, 2.8371395028774486687625333589972e3, 1.0656694507620102300567296504381e2, 1.7799982046359973175080475654123e0 },
{ 5.7873451475721688839974153925406e6, 1.0921285448484575071271480643397e7, 9.1386304643423333540728480344578e6, 4.4660958693678497427674903565664e6, 1.4120161287735817596182229182587e6, 3.0187475839310308117812257613082e5, 4.4212093985989836021482392757677e4, 4.3818874017028389517560906916315e3, 2.813828775753142855163154605027e2, 1.0576188138416671883232607188969e1, 1.7676976288918295012452853715408e-1 },
{ 3.6982719848703747742568351456818e5, 6.9838139975394768959780068745979e5, 5.8479478338916429616547638954781e5, 2.8599340736122198128717796825489e5, 9.0484361228623959793493985226792e4, 1.9358204633534233490579641064343e4, 2.8371395028774486654873647731797e3, 2.8138287757531428535592907878017e2, 1.8081118503579798222896804627964e1, 6.8005074291434681866415478598732e-1, 1.1373581557749643543869665860719e-2 },
{ 1.3834818802741350562839757244708e4, 2.614309177534959709397445440919e4, 2.1905933113294737352721470167247e4, 1.0720394998549386558251721913182e4, 3.3941067837648523632905604575131e3, 7.2662989867560016909534954790835e2, 1.0656694507620102282337905013451e2, 1.0576188138416671871337685672492e1, 6.8005074291434681828743281967838e-1, 2.5593857187900736057022477529078e-2, 4.2831487599116264442963102045936e-4 },
{ 2.3017585787132192669801658674163e2, 4.3523386330348588381716460685124e2, 3.6493161325305557094116270974735e2, 1.7870937745661967246233792737255e2, 5.6617406468519495180024059284629e1, 1.2129002231061036433003571679329e1, 1.7799982046359973135014027410646e0, 1.7676976288918294983059118597214e-1, 1.137358155774964353146460100337e-2, 4.283148759911626442000316269063e-4, 7.172253875245080423800933453952e-6 } };
double expected_chisq = 0.795851382172941E-03;
for (i = 0 ; i < filip_n; i++)
{
for (j = 0; j < filip_p; j++)
{
gsl_matrix_set(X, i, j, pow(filip_x[i], j));
}
}
gsl_vector_set_all (w, 1.0);
gsl_multifit_wlinear (X, w, &y.vector, c, cov, &chisq, work);
gsl_test_rel (gsl_vector_get(c,0), expected_c[0], 1e-7, "filip gsl_fit_multilinear c0") ;
gsl_test_rel (gsl_vector_get(c,1), expected_c[1], 1e-7, "filip gsl_fit_multilinear c1") ;
gsl_test_rel (gsl_vector_get(c,2), expected_c[2], 1e-7, "filip gsl_fit_multilinear c2") ;
gsl_test_rel (gsl_vector_get(c,3), expected_c[3], 1e-7, "filip gsl_fit_multilinear c3") ;
gsl_test_rel (gsl_vector_get(c,4), expected_c[4], 1e-7, "filip gsl_fit_multilinear c4") ;
gsl_test_rel (gsl_vector_get(c,5), expected_c[5], 1e-7, "filip gsl_fit_multilinear c5") ;
gsl_test_rel (gsl_vector_get(c,6), expected_c[6], 1e-7, "filip gsl_fit_multilinear c6") ;
gsl_test_rel (gsl_vector_get(c,7), expected_c[7], 1e-7, "filip gsl_fit_multilinear c7") ;
gsl_test_rel (gsl_vector_get(c,8), expected_c[8], 1e-7, "filip gsl_fit_multilinear c8") ;
gsl_test_rel (gsl_vector_get(c,9), expected_c[9], 1e-7, "filip gsl_fit_multilinear c9") ;
gsl_test_rel (gsl_vector_get(c,10), expected_c[10], 1e-7, "filip gsl_fit_multilinear c10") ;
for (i = 0; i < filip_p; i++)
{
for (j = 0; j < filip_p; j++)
{
gsl_test_rel (gsl_matrix_get(cov,i,j), expected_cov[i][j], 1e-6,
"filip gsl_fit_wmultilinear cov(%d,%d)", i, j) ;
}
}
gsl_test_rel (chisq, expected_chisq, 1e-7, "filip gsl_fit_multilinear chisq") ;
gsl_vector_free(w);
gsl_vector_free(c);
gsl_matrix_free(cov);
gsl_matrix_free(X);
gsl_multifit_linear_free (work);
}
}
|
